An important use of data obtained from microarray measurements is the classification of tumor types with respect to genes that are either up or down regulated in specific cancer types. A number of algorithms have been proposed to obtain such classifications. These algorithms usually require parameter optimization to obtain accurate results depending on the type of data. Additionally, it is highly critical to find an optimal set of markers among those up or down regulated genes that can be clinically utilized to build assays for the diagnosis or to follow progression of specific cancer types. In this paper, we employ a mixed integer programming based classification algorithm named hyper-box enclosure method (HBE) for the classification of so...